+4,369.3%
CNC vs SIRI
-37.7%
+4,407.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -4.9% | -3.9% | -1.0% | -4.6% |
| 30D | -3.8% | -0.8% | -2.9% | -3.7% |
| 3M | -3.2% | +4.3% | -7.6% | -3.6% |
| 6M | +47.9% | +34.1% | +13.8% | +44.6% |
| YTD | +55.7% | +47.3% | +8.4% | +51.2% |
| 1Y | +106.2% | +22.9% | +83.3% | +102.6% |
| 3Y | -2.1% | -24.6% | +22.5% | -2.2% |
| 5Y | +3.4% | -43.2% | +46.6% | +4.2% |
| 10Y | +91.7% | -12.3% | +104.0% | +88.3% |
| All | +4,369.3% | -37.7% | +4,407.0% | +4,134.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SIRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling